-98.8%
AMC vs NTRA
+2,796.3%
-2,895.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.5% |
| 7D | +8.4% | -11.2% | +19.7% | +10.4% |
| 30D | +9.2% | -18.4% | +27.5% | +12.7% |
| 3M | +32.0% | +2.2% | +29.8% | +31.0% |
| 6M | +149.3% | +58.1% | +91.1% | +126.9% |
| YTD | +114.1% | +41.0% | +73.1% | +97.2% |
| 1Y | +35.8% | +54.1% | -18.4% | +23.1% |
| 3Y | -58.3% | +590.9% | -649.2% | -71.9% |
| 5Y | -99.2% | +180.7% | -279.9% | -99.4% |
| All | -98.8% | +2,796.3% | -2,895.1% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NTRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling